+1,022.6%
ADP vs CAPR
-99.1%
+1,121.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -3.4% | -2.0% | -1.4% | -3.4% |
| 30D | +2.8% | +139.2% | -136.4% | +2.0% |
| 3M | +20.9% | -66.4% | +87.3% | +21.3% |
| 6M | +29.9% | -63.1% | +93.0% | +30.1% |
| YTD | +9.6% | -67.4% | +77.1% | +9.9% |
| 1Y | -5.3% | +58.2% | -63.5% | -8.1% |
| 3Y | +16.5% | +42.2% | -25.7% | +11.7% |
| 5Y | +49.4% | +87.3% | -37.9% | +42.2% |
| 10Y | +282.2% | -75.3% | +357.5% | +254.9% |
| All | +1,022.6% | -99.1% | +1,121.7% | +902.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling